SRF
Srf Ltd
Historical option data for SRF
21 Nov 2024 04:11 PM IST
| SRF 28NOV2024 2340 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.20
Theta: -0.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 2143.65 | 1.15 | -1.50 | 33.59 | 81 | -14 | 282 | |||
| 20 Nov | 2199.50 | 2.65 | 0.00 | 25.95 | 200 | -15 | 294 | |||
| 19 Nov | 2199.50 | 2.65 | -0.20 | 25.95 | 200 | -17 | 294 | |||
| 18 Nov | 2179.35 | 2.85 | -6.35 | 27.83 | 471 | 4 | 312 | |||
| 14 Nov | 2235.20 | 9.2 | 0.75 | 21.94 | 423 | 73 | 310 | |||
| 13 Nov | 2197.90 | 8.45 | -6.50 | 25.14 | 702 | 35 | 236 | |||
| 12 Nov | 2253.05 | 14.95 | -16.30 | 24.34 | 589 | 72 | 201 | |||
| 11 Nov | 2294.20 | 31.25 | -0.75 | 23.46 | 512 | 11 | 126 | |||
| 8 Nov | 2305.95 | 32 | -43.00 | 21.61 | 597 | 18 | 113 | |||
| 7 Nov | 2378.45 | 75 | 12.95 | 20.85 | 869 | 10 | 95 | |||
| 6 Nov | 2343.05 | 62.05 | 21.05 | 22.21 | 798 | 38 | 86 | |||
| 5 Nov | 2299.15 | 41 | 10.10 | 21.75 | 90 | 20 | 49 | |||
| 4 Nov | 2246.70 | 30.9 | -1.10 | 26.40 | 77 | 9 | 32 | |||
| 1 Nov | 2252.30 | 32 | -0.10 | 24.42 | 1 | 0 | 22 | |||
| 31 Oct | 2243.15 | 32.1 | -7.40 | - | 37 | 7 | 21 | |||
| 30 Oct | 2261.95 | 39.5 | 6.90 | - | 4 | 1 | 14 | |||
| 29 Oct | 2260.45 | 32.6 | -5.80 | - | 1 | 0 | 12 | |||
| 28 Oct | 2257.25 | 38.4 | 14.40 | - | 1 | 1 | 13 | |||
| 25 Oct | 2206.90 | 24 | -11.30 | - | 5 | 2 | 12 | |||
| 24 Oct | 2257.30 | 35.3 | -18.25 | - | 12 | 6 | 11 | |||
| 23 Oct | 2248.20 | 53.55 | -153.90 | - | 5 | 4 | 4 | |||
| 22 Oct | 2178.10 | 207.45 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 2277.95 | 207.45 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 2325.70 | 207.45 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 2262.95 | 207.45 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 2306.10 | 207.45 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 2351.40 | 207.45 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 2342.85 | 207.45 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 2348.75 | 207.45 | 0.00 | - | 0 | 0 | 0 | |||
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| 10 Oct | 2342.30 | 207.45 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 2334.60 | 207.45 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 2328.40 | 207.45 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 2307.80 | 207.45 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 2350.35 | 207.45 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 2481.35 | 207.45 | - | 0 | 0 | 0 | ||||
For Srf Ltd - strike price 2340 expiring on 28NOV2024
Delta for 2340 CE is 0.03
Historical price for 2340 CE is as follows
On 21 Nov SRF was trading at 2143.65. The strike last trading price was 1.15, which was -1.50 lower than the previous day. The implied volatity was 33.59, the open interest changed by -14 which decreased total open position to 282
On 20 Nov SRF was trading at 2199.50. The strike last trading price was 2.65, which was 0.00 lower than the previous day. The implied volatity was 25.95, the open interest changed by -15 which decreased total open position to 294
On 19 Nov SRF was trading at 2199.50. The strike last trading price was 2.65, which was -0.20 lower than the previous day. The implied volatity was 25.95, the open interest changed by -17 which decreased total open position to 294
On 18 Nov SRF was trading at 2179.35. The strike last trading price was 2.85, which was -6.35 lower than the previous day. The implied volatity was 27.83, the open interest changed by 4 which increased total open position to 312
On 14 Nov SRF was trading at 2235.20. The strike last trading price was 9.2, which was 0.75 higher than the previous day. The implied volatity was 21.94, the open interest changed by 73 which increased total open position to 310
On 13 Nov SRF was trading at 2197.90. The strike last trading price was 8.45, which was -6.50 lower than the previous day. The implied volatity was 25.14, the open interest changed by 35 which increased total open position to 236
On 12 Nov SRF was trading at 2253.05. The strike last trading price was 14.95, which was -16.30 lower than the previous day. The implied volatity was 24.34, the open interest changed by 72 which increased total open position to 201
On 11 Nov SRF was trading at 2294.20. The strike last trading price was 31.25, which was -0.75 lower than the previous day. The implied volatity was 23.46, the open interest changed by 11 which increased total open position to 126
On 8 Nov SRF was trading at 2305.95. The strike last trading price was 32, which was -43.00 lower than the previous day. The implied volatity was 21.61, the open interest changed by 18 which increased total open position to 113
On 7 Nov SRF was trading at 2378.45. The strike last trading price was 75, which was 12.95 higher than the previous day. The implied volatity was 20.85, the open interest changed by 10 which increased total open position to 95
On 6 Nov SRF was trading at 2343.05. The strike last trading price was 62.05, which was 21.05 higher than the previous day. The implied volatity was 22.21, the open interest changed by 38 which increased total open position to 86
On 5 Nov SRF was trading at 2299.15. The strike last trading price was 41, which was 10.10 higher than the previous day. The implied volatity was 21.75, the open interest changed by 20 which increased total open position to 49
On 4 Nov SRF was trading at 2246.70. The strike last trading price was 30.9, which was -1.10 lower than the previous day. The implied volatity was 26.40, the open interest changed by 9 which increased total open position to 32
On 1 Nov SRF was trading at 2252.30. The strike last trading price was 32, which was -0.10 lower than the previous day. The implied volatity was 24.42, the open interest changed by 0 which decreased total open position to 22
On 31 Oct SRF was trading at 2243.15. The strike last trading price was 32.1, which was -7.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct SRF was trading at 2261.95. The strike last trading price was 39.5, which was 6.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct SRF was trading at 2260.45. The strike last trading price was 32.6, which was -5.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct SRF was trading at 2257.25. The strike last trading price was 38.4, which was 14.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct SRF was trading at 2206.90. The strike last trading price was 24, which was -11.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct SRF was trading at 2257.30. The strike last trading price was 35.3, which was -18.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct SRF was trading at 2248.20. The strike last trading price was 53.55, which was -153.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct SRF was trading at 2178.10. The strike last trading price was 207.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct SRF was trading at 2277.95. The strike last trading price was 207.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct SRF was trading at 2325.70. The strike last trading price was 207.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct SRF was trading at 2262.95. The strike last trading price was 207.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct SRF was trading at 2306.10. The strike last trading price was 207.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct SRF was trading at 2351.40. The strike last trading price was 207.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct SRF was trading at 2342.85. The strike last trading price was 207.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct SRF was trading at 2348.75. The strike last trading price was 207.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct SRF was trading at 2342.30. The strike last trading price was 207.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct SRF was trading at 2334.60. The strike last trading price was 207.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct SRF was trading at 2328.40. The strike last trading price was 207.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct SRF was trading at 2307.80. The strike last trading price was 207.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct SRF was trading at 2350.35. The strike last trading price was 207.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct SRF was trading at 2481.35. The strike last trading price was 207.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SRF 28NOV2024 2340 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2143.65 | 159.3 | 20.30 | - | 4 | -2 | 113 |
| 20 Nov | 2199.50 | 139 | 0.00 | - | 6 | -2 | 114 |
| 19 Nov | 2199.50 | 139 | -24.55 | - | 6 | -3 | 114 |
| 18 Nov | 2179.35 | 163.55 | 35.05 | 31.75 | 6 | -3 | 117 |
| 14 Nov | 2235.20 | 128.5 | -21.50 | 41.18 | 8 | 0 | 120 |
| 13 Nov | 2197.90 | 150 | 47.10 | 39.33 | 28 | -1 | 121 |
| 12 Nov | 2253.05 | 102.9 | 28.10 | 23.77 | 10 | -3 | 123 |
| 11 Nov | 2294.20 | 74.8 | -1.40 | 27.91 | 40 | -11 | 126 |
| 8 Nov | 2305.95 | 76.2 | 38.55 | 27.01 | 499 | 48 | 136 |
| 7 Nov | 2378.45 | 37.65 | -6.90 | 26.10 | 349 | 45 | 86 |
| 6 Nov | 2343.05 | 44.55 | -32.25 | 23.79 | 111 | 31 | 40 |
| 5 Nov | 2299.15 | 76.8 | -38.45 | 28.59 | 3 | 1 | 9 |
| 4 Nov | 2246.70 | 115.25 | 4.20 | 30.18 | 1 | 0 | 7 |
| 1 Nov | 2252.30 | 111.05 | 0.00 | 0.00 | 0 | 1 | 0 |
| 31 Oct | 2243.15 | 111.05 | 2.05 | - | 2 | 0 | 6 |
| 30 Oct | 2261.95 | 109 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 2260.45 | 109 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 2257.25 | 109 | -61.00 | - | 1 | 6 | 6 |
| 25 Oct | 2206.90 | 170 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 2257.30 | 170 | 82.15 | - | 1 | 0 | 6 |
| 23 Oct | 2248.20 | 87.85 | -38.15 | - | 5 | 3 | 5 |
| 22 Oct | 2178.10 | 126 | 23.40 | - | 1 | 0 | 2 |
| 21 Oct | 2277.95 | 102.6 | 9.55 | - | 1 | 0 | 3 |
| 18 Oct | 2325.70 | 93.05 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 2262.95 | 93.05 | 0.00 | - | 0 | 1 | 0 |
| 16 Oct | 2306.10 | 93.05 | 32.25 | - | 2 | 1 | 3 |
| 15 Oct | 2351.40 | 60.8 | -4.45 | - | 1 | 0 | 3 |
| 14 Oct | 2342.85 | 65.25 | 0.00 | - | 0 | 1 | 0 |
| 11 Oct | 2348.75 | 65.25 | -3.65 | - | 1 | 0 | 2 |
| 10 Oct | 2342.30 | 68.9 | 0.00 | - | 0 | 1 | 0 |
| 9 Oct | 2334.60 | 68.9 | -31.10 | - | 1 | 0 | 1 |
| 8 Oct | 2328.40 | 100 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 2307.80 | 100 | 49.50 | - | 2 | 1 | 2 |
| 4 Oct | 2350.35 | 50.5 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 2481.35 | 50.5 | - | 1 | 0 | 0 | |
For Srf Ltd - strike price 2340 expiring on 28NOV2024
Delta for 2340 PE is -
Historical price for 2340 PE is as follows
On 21 Nov SRF was trading at 2143.65. The strike last trading price was 159.3, which was 20.30 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 113
On 20 Nov SRF was trading at 2199.50. The strike last trading price was 139, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 114
On 19 Nov SRF was trading at 2199.50. The strike last trading price was 139, which was -24.55 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 114
On 18 Nov SRF was trading at 2179.35. The strike last trading price was 163.55, which was 35.05 higher than the previous day. The implied volatity was 31.75, the open interest changed by -3 which decreased total open position to 117
On 14 Nov SRF was trading at 2235.20. The strike last trading price was 128.5, which was -21.50 lower than the previous day. The implied volatity was 41.18, the open interest changed by 0 which decreased total open position to 120
On 13 Nov SRF was trading at 2197.90. The strike last trading price was 150, which was 47.10 higher than the previous day. The implied volatity was 39.33, the open interest changed by -1 which decreased total open position to 121
On 12 Nov SRF was trading at 2253.05. The strike last trading price was 102.9, which was 28.10 higher than the previous day. The implied volatity was 23.77, the open interest changed by -3 which decreased total open position to 123
On 11 Nov SRF was trading at 2294.20. The strike last trading price was 74.8, which was -1.40 lower than the previous day. The implied volatity was 27.91, the open interest changed by -11 which decreased total open position to 126
On 8 Nov SRF was trading at 2305.95. The strike last trading price was 76.2, which was 38.55 higher than the previous day. The implied volatity was 27.01, the open interest changed by 48 which increased total open position to 136
On 7 Nov SRF was trading at 2378.45. The strike last trading price was 37.65, which was -6.90 lower than the previous day. The implied volatity was 26.10, the open interest changed by 45 which increased total open position to 86
On 6 Nov SRF was trading at 2343.05. The strike last trading price was 44.55, which was -32.25 lower than the previous day. The implied volatity was 23.79, the open interest changed by 31 which increased total open position to 40
On 5 Nov SRF was trading at 2299.15. The strike last trading price was 76.8, which was -38.45 lower than the previous day. The implied volatity was 28.59, the open interest changed by 1 which increased total open position to 9
On 4 Nov SRF was trading at 2246.70. The strike last trading price was 115.25, which was 4.20 higher than the previous day. The implied volatity was 30.18, the open interest changed by 0 which decreased total open position to 7
On 1 Nov SRF was trading at 2252.30. The strike last trading price was 111.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 31 Oct SRF was trading at 2243.15. The strike last trading price was 111.05, which was 2.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct SRF was trading at 2261.95. The strike last trading price was 109, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct SRF was trading at 2260.45. The strike last trading price was 109, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct SRF was trading at 2257.25. The strike last trading price was 109, which was -61.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct SRF was trading at 2206.90. The strike last trading price was 170, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct SRF was trading at 2257.30. The strike last trading price was 170, which was 82.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct SRF was trading at 2248.20. The strike last trading price was 87.85, which was -38.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct SRF was trading at 2178.10. The strike last trading price was 126, which was 23.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct SRF was trading at 2277.95. The strike last trading price was 102.6, which was 9.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct SRF was trading at 2325.70. The strike last trading price was 93.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct SRF was trading at 2262.95. The strike last trading price was 93.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct SRF was trading at 2306.10. The strike last trading price was 93.05, which was 32.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct SRF was trading at 2351.40. The strike last trading price was 60.8, which was -4.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct SRF was trading at 2342.85. The strike last trading price was 65.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct SRF was trading at 2348.75. The strike last trading price was 65.25, which was -3.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct SRF was trading at 2342.30. The strike last trading price was 68.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct SRF was trading at 2334.60. The strike last trading price was 68.9, which was -31.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct SRF was trading at 2328.40. The strike last trading price was 100, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct SRF was trading at 2307.80. The strike last trading price was 100, which was 49.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct SRF was trading at 2350.35. The strike last trading price was 50.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct SRF was trading at 2481.35. The strike last trading price was 50.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
